Issues in International Captial Mobility

Issues in International Captial Mobility

Popper, Helen

Taylor & Francis Ltd

05/2019

110

Mole

Inglês

9781138566811

15 a 20 dias

200

Descrição não disponível.

Preface Acknowledgements 1. Gauging International Capital Mobility 2. Long-Term Covered Interest Parity Evidence from Currency Swaps 3. Term Premia Comovement in German, Japanese, and U.S. Domestic Markets Term Premia Appendix 4. Formulating Non-Linear Moment Conditions for Generalized Method of Moments References Index

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Intertemporal Capital Asset Pricing Model;International Capital;Covered Interest Parity;Capital Mobility;Interest Parity Condition;Capital;Population Moment Conditions;Mobility;Floating Dollar Rate;International Capital Mobility;Real Interest Parity;Helen Popper;Uncovered Interest Rate Parity;Interest Parity;Covered Interest Parity Condition;Currency Swaps;Uncovered Interest Parity Condition;Premia Comovement;Uncovered Interest Parity;German Market;Onshore Markets;Japanese Market;Term Premia;U.S. Domestic Market;Currency Swap;Latent Variable Model;Non-linear moment conditions;Risk Aversion Parameter;Moments Estimators;Foreign Exchange Swap;Euromarket;Short Term Assets;Helen A. Popper;Interest Rate Swap;Moments Procedure;Euler Conditions;Term Spread;Moments Estimator;Interest Rate Parity;Interest Rate Spreads